Anic Equity¶

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Total return since start: 0.694 %¶

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Equity now: -----------------------------> 51760.21 Kr¶

Max Equity ever reached: ------------> 51780.54 Kr¶

Portfolio value: --------------------------> 48553.79 Kr¶

PnL: ---------------------------------------> -526.38 Kr¶

DD now: ---------------------------------> -0.039 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 15:56:43.979467'

Anic Portfolio¶

Today¶

Return: 8.906 %¶

This Week¶

Return: 8.906 %¶

Total¶

Return: 69.45 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3396.600000 218.000000 6.860000 3178.600002
HMS Networks 2 1.030000 788.000000 115.000000 17.090000 673.000000
Nordea Bank Abp 29 0.840000 3544.380000 90.380000 2.620000 3453.999992
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.020000 3419.200000 42.200000 1.250000 3377.000000
Resurs Holding 22 -0.400000 607.640000 33.640000 5.860000 573.999998
AcadeMedia 12 1.450000 587.760000 30.760000 5.520000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -5.730000 385.000000 30.000000 8.450000 355.000000
Swedbank A 3 0.610000 592.950000 28.950000 5.130000 564.000000
OEM International B 7 0.380000 549.500000 21.500000 4.070000 527.999997
Intrum 4 -0.880000 543.200000 16.200000 3.070000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.220000 580.800000 10.800000 1.890000 570.000000
Corem Property Group B 59 -4.860000 583.810000 6.810000 1.180000 576.999999
Midsona B 63 3.770000 589.050000 6.050000 1.040000 582.999984
Karnov Group 9 -1.160000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -3.360000 248.400000 2.400000 0.980000 246.000000
Creaspac SPAC 6 -0.520000 578.400000 1.400000 0.240000 577.000002
Coor Service Management Hold. 8 -1.630000 532.000000 0.000000 0.000000 532.000000
Handelsbanken A 5 0.650000 543.750000 -2.250000 -0.410000 546.000000
Boozt 12 -1.720000 1641.600000 -12.400000 -0.750000 1653.999996
Fasadgruppen Group 38 2.850000 4119.200000 -20.600000 -0.500000 4139.799990
Sampo Oyj SDB 7 1.300000 3829.000000 -21.000000 -0.550000 3850.000000
CTEK 13 -0.230000 508.430000 -25.570000 -4.790000 533.999999
Essity B 2 2.170000 546.000000 -28.000000 -4.880000 574.000000
International Petroleum Corp. 5 -1.660000 564.500000 -30.070000 -5.060000 594.565215
Beijer Electronics Group 27 5.610000 3051.000000 -31.800000 -1.030000 3082.800006
Vivesto 1368 0.740000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
OX2 22 0.680000 1778.700000 -209.500000 -10.540000 1988.199994
Axfood 15 1.570000 4063.500000 -235.300000 -5.470000 4298.800005
Ovzon 64 -1.500000 3372.800000 -621.600000 -15.560000 3994.400000
TOTAL 48553.790000 -526.380000 -0.03926% 49080.164634

Updated:¶

'2023-01-30 15:56:57.001671'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶